arXiv subjects

Franco Flandoli

Publications and source records attributed to Franco Flandoli.

At least 109 records · Page 6Linked to original sources

arXiv2016

Synchronization by noise for order-preserving random dynamical systems

We provide sufficient conditions for weak synchronization by noise for order-preserving random dynamical systems on Polish spaces. That is, under these conditions we prove the existence of a weak point attractor consisting of a single random point. This generalizes previous results in two directions: First, we do not restrict to Banach spaces and second, we do not require the partial order to be admissible nor normal. As a second main result and application we prove weak synchronization by noise for stochastic porous media equations with additive noise.

math.PR↗

arXiv2015

Multidimensional stochastic differential equations with distributional drift

This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the corresponding Kolmogorov equation whose coefficient is a distribution.

math.PR↗

arXiv2014

A solution selection problem with small symmetric stable perturbations

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $α$-stable process. It is proved that extremal solutions are selected and the respective probability of selection is computed. For this purpose an exit time problem from the half-line, which is of interest in its own right, is formulated and studied by means of a suitable decomposition in small and large jumps adapted to the singular drift.

math.PR↗

arXiv2014

Noise prevents infinite stretching of the passive field in a stochastic vector advection equation

A linear stochastic vector advection equation is considered; the equation may model a passive magnetic field in a random fluid. When the driving velocity field is rough but deterministic, in particular just Hölder continuous and bounded, one can construct examples of infinite stretching of the passive field, arising from smooth initial conditions. The purpose of the paper is to prove that infinite stretching is prevented if the driving velocity field contains in addition a white noise component.

math.PR↗

arXiv2013

An occupation time formula for semimartingales in $\mathbb{R}^{N}$

Inspired by coarea formula in geometric measure theory, an occupation time formula for continuous semimartingales in $\mathbb{R}^{N}$ is proven. The occupation measure of a semimartingale, for $N\geq2$, is singular with respect to Lebesgue measure but it has a bounded density "transversal" to a foliation, under proper assumptions. In the particular case of the foliation given locally by the distance function from a manifold, the transversal density is related to a geometric local time of the semimartingale at the manifolds of the foliation.

math.PR↗

arXiv2013

Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift

We prove uniqueness for continuity equations in Hilbert spaces $H$. The corresponding drift $F$ is assumed to be in a first order Sobolev space with respect to some Gaussian measure. As in previous work on the subject, the proof is based on commutator estimates which are infinite dimensional analogues to the classical ones due to DiPerna-Lions. Our general approach is, however, quite different since, instead of considering renormalized solutions, we prove a dense range condition implying uniqueness. In addition, compared to known results by Ambrosio-Figalli and Fang-Luo, we use a different approximation procedure, based on a more regularizing Ornstein-Uhlenbeck semigroup and consider Sobolev spaces of vector fields taking values in $H$ rather than the Cameron-Martin space of the Gaussian measure. This leads to different conditions on the derivative of $F$, which are incompatible with previous work on the subject. Furthermore, we can drop the usual exponential integrability conditions on the Gaussian divergence of $F$, thus improving known uniqueness results in this respect.

math.AP↗

arXiv2013

Remarks on the stochastic transport equation with Hölder drift

We consider a stochastic linear transport equation with a globally Hölder continuous and bounded vector field. Opposite to what happens in the deterministic case where shocks may appear, we show that the unique solution starting with a C^{1}-initial condition remains of class $C^{1}$ in space. We also improve some results of Flandoli-Gubinelli-Priola (2009) about well-posedness. Moreover, we prove a stability property for the solution with respect to the initial datum.

math.AP↗

arXiv2012

Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component

We prove pathwise uniqueness for an abstract stochastic reaction-diffusion equation in Banach spaces. The drift contains a bounded Hölder term; in spite of this, due to the space-time white noise it is possible to prove pathwise uniqueness. The proof is based on a detailed analysis of the associated Kolmogorov equation. The model includes examples not covered by the previous works based on Hilbert spaces or concrete SPDEs.

math.AP↗

arXiv2012

2D- stochastic currents over the Wiener sheet

By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-Itô integrals, we define a 2D-stochastic current over the Brownian sheet. This concept comes from geometric measure theory. We also study the regularity of the stochastic current with respect to the randomness variable in the Watanabe spaces and with respect to the spatial variable in the deterministic Sobolev spaces.

math.PR↗

arXiv2012

A dyadic model on a tree

We study an infinite system of non-linear differential equations coupled in a tree-like structure. This system was previously introduced in the literature and it is the model from which the dyadic shell model of turbulence was derived. It mimics 3d Euler and Navier-Stokes equations in a rough approximation of a wavelet decomposition. We prove existence of finite energy solutions, anomalous dissipation in the inviscid unforced case, existence and uniqueness of stationary solutions (either conservative or not) in the forced case.

math.AP↗

arXiv2012

Noise Prevents Singularities in Linear Transport Equations

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial conditions may develop discontinuities, we prove that a certain Sobolev degree of regularity is maintained, which implies Hölder continuity of solutions. The proof is based on a careful analysis of the associated stochastic flow of characteristics.

math.PR↗

arXiv2012

Anomalous dissipation in a stochastic inviscid dyadic model

A stochastic version of an inviscid dyadic model of turbulence, with multiplicative noise, is proved to exhibit energy dissipation in spite of the formal energy conservation. As a consequence, global regular solutions cannot exist. After some reductions, the main tool is the escape bahavior at infinity of a certain birth and death process.

math.PR↗

arXiv2011

Random perturbations of nonlinear parabolic systems

Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions are in fact more regular, and examples of systems with weak solutions which develop singularities in finite time. Our main result is the extension of a regularity result due to Kalita to the stochastic case. Concerning the examples with singular solutions (outside the setting of Kalita's regularity result), we do not know whether stochastic noise may prevent the emergence of singularities, as it happens for easier PDEs. We can only prove that, for a linear stochastic parabolic system with coefficients outside the previous regularity theory, the expected value of the solution is not singular.

math.AP↗

arXiv2011

Conservative interacting particles system with anomalous rate of ergodicity

We analyze certain conservative interacting particle system and establish ergodicity of the system for a family of invariant measures. Furthermore, we show that convergence rate to equilibrium is exponential. This result is of interest because it presents counterexample to the standard assumption of physicists that conservative system implies polynomial rate of convergence.

math.PR↗

arXiv2009

Uniqueness for a Stochastic Inviscid Dyadic Model

For the deterministic dyadic model of turbulence, there are examples of initial conditions in $l^2$ which have more than one solution. The aim of this paper is to prove that uniqueness, for all $l^2$-initial conditions, is restored when a suitable multiplicative noise is introduced. The noise is formally energy preserving. Uniqueness is understood in the weak probabilistic sense.

math.PR↗

arXiv2009

Well Posedness for Positive Dyadic Model

We consider the solutions of the Cauchy problem for a dyadic model of Euler equations. We prove global existence and uniqueness of Leray-Hopf solutions in a rather large class K that implies in particular global existence and uniqueness in l^2 for all initial positive conditions in l^2.

math.AP↗

arXiv2009

Stochastic attractors for shell phenomenological models of turbulence

Recently, it has been proposed that the Navier-Stokes equations and a relevant linear advection model have the same long-time statistical properties, in particular, they have the same scaling exponents of their structure functions. This assertion has been investigate rigorously in the context of certain nonlinear deterministic phenomenological shell model, the Sabra shell model, of turbulence and its corresponding linear advection counterpart model. This relationship has been established through a "homotopy-like" coefficient $λ$ which bridges continuously between the two systems. That is, for $λ=1$ one obtains the full nonlinear model, and the corresponding linear advection model is achieved for $λ=0$. In this paper, we investigate the validity of this assertion for certain stochastic phenomenological shell models of turbulence driven by an additive noise. We prove the continuous dependence of the solutions with respect to the parameter $λ$. Moreover, we show the existence of a finite-dimensional random attractor for each value of $λ$ and establish the upper semicontinuity property of this random attractors, with respect to the parameter $λ$. This property is proved by a pathwise argument. Our study aims toward the development of basic results and techniques that may contribute to the understanding of the relation between the long-time statistical properties of the nonlinear and linear models.

math-ph↗

arXiv2009

Brownian and fractional Brownian stochastic currents via Malliavin calculus

By using Malliavin calculus and multiple Wiener-Itô integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian motion. We consider also the multidimensional multiparameter case and we compare the regularity of the current as a distribution in negative Sobolev spaces with its regularity in Watanabe space.

math.PR↗